Estimating Finite-Time Ruin Probability of Surplus with Long Memory via Malliavin Calculus
Crossref DOI link: https://doi.org/10.1007/978-981-99-0803-5_20
Published Online: 2023-06-01
Published Print: 2023
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nakamura, Shota
Shimizu, Yasutaka
Text and Data Mining valid from 2023-01-01
Version of Record valid from 2023-01-01
Chapter History
First Online: 1 June 2023